A central limit theorem for realised power and bipower variations of continuous semimartingales

dc.contributor.author	Barndorff-Nielsen, Ole E.	de
dc.contributor.author	Graversen, Svend Erik	de
dc.contributor.author	Jacod, Jean	de
dc.contributor.author	Podolskij, Mark	de
dc.contributor.author	Shephard, Neil	de
dc.date.accessioned	2004-12-06T18:51:26Z
dc.date.available	2004-12-06T18:51:26Z
dc.date.issued	2004	de
dc.format.extent	340424 bytes
dc.format.mimetype	application/pdf
dc.identifier.uri	http://hdl.handle.net/2003/5303
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-15241
dc.language.iso	en	de
dc.publisher	Universität Dortmund	de
dc.subject	central limit theorem	en
dc.subject	quadratic variation	en
dc.subject	bipower variation	en
dc.subject.ddc	310	de
dc.title	A central limit theorem for realised power and bipower variations of continuous semimartingales	en
dc.type	Text	de
dc.type.publicationtype	report	en
dcterms.accessRights	open access

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